Possible Clues:

• Antelope of the Himalayas
• "We all ___ little mad sometimes" (quote from "Psycho")
• ___ long way (last)
• State on the western coast of India
• Electronic genre developed in India
• 'Don't -- step further!'
• State on the west coast of India
• Indian island state
• 'We all ___ little mad sometimes' (quote from 'Psycho')
• Indian state known for big parties